The board in link you posted is an empty board with no bluetooth chip
and flash memory in it. It probably won't connect.
You need something like this http://www.ebay.com/itm/Arduino-Wireless-Bluetooth-Transceiver-Module-Slave-4Pin-Serial-DuPont-Cable-/160879748403?pt=LH_DefaultDomain_0&hash=item25752e2533 instead.